Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
| Year of publication: |
2013
|
|---|---|
| Authors: | Yin, Libo ; Han, Liyan |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 206.2013, 1, p. 557-576
|